1005 citations to 10.1007/978-3-662-02514-7 (Crossref Cited-By Service)
  1. Zbigniew Palmowski, “Lundberg inequalities in a diffusion environment”, Insurance: Mathematics and Economics, 31, no. 2, 2002, 303  crossref
  2. Fabrice Guillemin, Alain Simonian, “Transient characteristics of an M/M/∞ system”, Advances in Applied Probability, 27, no. 3, 1995, 862  crossref
  3. Jean Jacod, Pascal Mano, “Une evaluation de la distance entre les lois d'une semimartingale et d'un processus a accroisseivients independants”, Stochastics, 25, no. 2, 1988, 87  crossref
  4. A. A. Puhalskii, “The Geometry of Big Queues”, Probl Inf Transm, 55, no. 2, 2019, 174  crossref
  5. Laurent Decreusefond, Jean-Stéphane Dhersin, Pascal Moyal, Viet Chi Tran, “Large graph limit for an SIR process in random network with heterogeneous connectivity”, Ann. Appl. Probab., 22, no. 2, 2012  crossref
  6. Matti Kiiski, “The Riesz representation theorem and weak∗ compactness of semimartingales”, Finance Stoch, 24, no. 4, 2020, 827  crossref
  7. Jiantao Jiao, Kartik Venkat, Tsachy Weissman, “Mutual Information, Relative Entropy and Estimation Error in Semi-Martingale Channels”, IEEE Trans. Inform. Theory, 64, no. 10, 2018, 6662  crossref
  8. Jing-Zhi Huang, Liuren Wu, “Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes”, SSRN Journal, 2003  crossref
  9. Dmytro Karabash, Lingjiong Zhu, “Limit Theorems for Marked Hawkes Processes with Application to a Risk Model”, Stochastic Models, 31, no. 3, 2015, 433  crossref
  10. Michael S. Bingham, “Approximate martingale characterization of Wiener processes on locally compact abelian groups”, Math Z, 209, no. 1, 1992, 619  crossref
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